Philip Mendonca is a Managing Director and Portfolio Manager for Ryan Labs. Philip joined the firm in 2003 as a quantitative analyst. In 2004, he joined the asset management team as a trader and analyst. After joining the asset management team, Philip advanced to Portfolio Manager and now Senior Portfolio Manager, responsible for all of Ryan Labs’ structured product investments and activities.
Philip has successfully headed the portfolio management team’s investments in levered and unlevered investments in mortgage, asset-backed and interest rate/inflation-linked strategies . Philip directs the firm’s credit strategy as it is related to residential and commercial mortgages, and a myriad of asset backed securities. This involves fundamental and technical analysis — both top down and bottom up — requiring continuous monitoring of collateral performance and development of credit models. Philip directed the firm’s TALF investments and continues to guide the portfolio strategy and construction as it relates to changing custom client solutions. During his tenure at Ryan Labs, Philip developed several indices and has been heavily involved in the development of custom client solutions ranging from asset liability analysis and custom benchmarks creation to portfolio structuring. Recently Philip has been working with the derivative group on overlay and completion portfolios strategies. Including Interest rate SWAPS, credit derivatives, collateral management including portfolio construction and performance measurement along with attribution.